+7.1%
LOW vs LPLA
+144.0%
-137.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | -9.3% | -6.0% | -3.3% | -8.7% |
| 3M | -8.1% | +21.4% | -29.4% | -10.1% |
| 6M | -19.8% | +12.1% | -31.8% | -20.9% |
| YTD | -16.4% | -1.8% | -14.5% | -16.6% |
| 1Y | -24.7% | +3.2% | -27.9% | -25.4% |
| 3Y | -8.8% | +45.9% | -54.8% | -15.0% |
| All | +7.1% | +144.0% | -137.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling